It does not matter if you start in the hospital or for an insurance company. It does not matter if you choose to only work in UR or only as a D/C planner, Chronic Manager, Psych, etc.... or to do both UR and something else. Your choice will not hinder your ability to move around in this field. Your nursing clinical work experience and education are outstanding, but sadly, so is just about every other bedside nurse that wants to change to this specialty without any nursing work experience in Case Management. Therefore the only obstacle you may encounter is based upon your lack of Nursing Case Management work experience.
In this economy, managers prefer (and some require without posting it in the job description) nursing case management work experience. Thus, it will behoove you to first talk to the managers of the Department of Case Management (or whatever it is called) in your hospital and those of your former employers. Let the hiring mangers know that you are interested in an entry-level position within their department. If you have friends who are case managers, get them to put in a good word with their employers as well. Those are your best ways of landing your first CM position. Good luck.